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The market price of credit risk : an empirical analysis of interest rate swap spreads
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
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2002
Persistent link: https://www.econbiz.de/10001675869
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2
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
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3
Treasury bill rates in the 1970s and 1980s
Hendershott, Patric H.
;
Peek, Joe
-
1989
Persistent link: https://www.econbiz.de/10000773056
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4
Synthetic eurocurrency interest rate futures contracts : theory and evidence
Koh, Annie
;
Levich, Richard M.
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1989
Persistent link: https://www.econbiz.de/10000774262
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Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
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6
Banks' risk exposures
Begenau, Juliane
;
Piazzesi, Monika
;
Schneider, Martin
-
2015
Persistent link: https://www.econbiz.de/10011308062
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The information in long-maturity forward rates : implications for exchange rates and the forward premium anomaly
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
-
2005
Persistent link: https://www.econbiz.de/10003239795
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8
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
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9
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
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10
Reverse engineering the yield curve
Backus, David
-
1994
Persistent link: https://www.econbiz.de/10000886121
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